Syntax

C#
public double[,] GetMahalanobis()

Visual Basic (Declaration)
Public Function GetMahalanobis As Double(,)

Visual C++
public: array<double,2>^ GetMahalanobis()

An nGroups by nGroupsdouble matrix containing the Mahalanobis distances between the group means. For linear discrimination, the Mahalanobis distance

$D_{ij}^2(x)$

between group means i and j is computed using the within covariance matrix for group i in place of the pooled covariance matrix.

Exceptions

Exception	Condition
Imsl.Stat..::.EmptyGroupException	is thrown when there are no observations in a group.
Imsl.Stat..::.CovarianceSingularException	is thrown when the variance-covariance matrix is singular.